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SBM_Vega_Sensitivities*.csv

The Vega Sensitivity Data is loaded from the Vega files.

The following table lists the fields in the file format that is used for the CSR Sec CTP risk-class. See the Vega file format documentation for details on the file format. See Data Model (Core) for a description of the data model.

Data Model Field	File Column	Notes
As-Of Date	AsOfDate
Trade ID	TradeID
Risk Class	RiskClass	“CSR Sec CTP”
Option Maturity	OptionMaturity	May be single value, vector, or empty. If empty, treated as the prescribed maturities: 0.5;1;3;5;10.
Sensitivities	VegaSensitivities	May be single value or vector, with the same number of entries as maturities.
Sensitivity Currency	VegaCcy
Risk Factor Name	RiskFactor	(Optional) If not present, generated during ETL.
Curve Type	RiskFactorType	“Bond” or “CDS”
Underlying Name	Underlying
Bucket	Bucket	1-16
Credit Quality	CSRQuality
Sector	CSRSector